The same calls ranked by premium as a percent of strike
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-11-07, from Stocks With the Highest Option Premiums.
| symbol | premium_pct_of_strike | iv_pct | underlying_price |
|---|---|---|---|
| SOXL | 19.98 | 167.6 | 45.84 |
| HOOD | 8.25 | 67.3 | 80.78 |
| NVDA | 6.55 | 53 | 188.04 |
| UAL | 6.29 | 50.6 | 112.75 |
| SOFI | 6.12 | 52.2 | 16.19 |
| TSLA | 6.05 | 51.1 | 359.21 |
| IBIT | 4.9 | 38.7 | 42.87 |
| AMZN | 4.57 | 37.2 | 259.88 |
| NVO | 3.89 | 33.5 | 40.31 |
| QQQ | 3.61 | 29.3 | 656.89 |
| IWM | 2.97 | 22.9 | 273.69 |
| GLD | 2.56 | 21.8 | 373.28 |
- Rows × columns
- 12 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
symbol |
text | 12 distinct values (AMZN, GLD, HOOD…) | |
premium_pct_of_strike |
number | 2.56 to 19.98 | percent |
iv_pct |
number | 21.8 to 167.6 | percent |
underlying_price |
number | 16.19 to 656.89 | US dollars |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
underlying_symbol AS symbol,
round(100 * avg(toFloat64(option_close) / toFloat64(strike_price)), 2) AS premium_pct_of_strike,
round(100 * avg(implied_volatility), 1) AS iv_pct,
round(toFloat64(any(underlying_close)), 2) AS underlying_price
FROM global_markets.options_greeks
WHERE date = (SELECT max(date) FROM global_markets.options_greeks WHERE date >= today() - 30)
AND option_type IN ('call', 'C')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 25 AND 35
AND toFloat64(underlying_close) >= 5
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.025
AND underlying_symbol NOT IN ('SPCX')
GROUP BY underlying_symbol
HAVING sum(volume) >= 1000 AND count() >= 3
ORDER BY premium_pct_of_strike DESC
LIMIT 12
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.